Anic Equity¶

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Total return since start: 0.599 %¶

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Equity now: -----------------------------> 48846.71 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42163.11 Kr¶

PnL: ---------------------------------------> -270.17 Kr¶

DD now: ---------------------------------> -8.045 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 14:38:38.405322'

Anic Portfolio¶

Today¶

Return: -0.926 %¶

This Week¶

Return: -0.926 %¶

Total portfolio value¶

Return including deposits: 59.912 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.360000 1660.680000 193.140000 13.160000 1467.540000
Hoist Finance 35 2.150000 999.250000 21.000000 2.150000 978.250000
Orrön Energy 180 0.620000 2052.900000 15.300000 0.750000 2037.600000
HEXPOL B 9 0.170000 1030.500000 12.600000 1.240000 1017.900000
BioGaia B 8 1.030000 937.600000 9.600000 1.030000 928.000000
Catena 2 1.060000 798.000000 8.400000 1.060000 789.600000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
JM 6 0.840000 869.400000 7.200000 0.840000 862.200000
Atrium Ljungberg B 5 0.750000 940.000000 7.000000 0.750000 933.000000
Sagax B 4 0.560000 856.800000 4.800000 0.560000 852.000000
Platzer Fastigheter Holding B 12 0.250000 961.200000 2.400000 0.250000 958.800000
ASSA ABLOY B 3 0.270000 779.100000 2.100000 0.270000 777.000000
Bilia A 8 -0.090000 898.400000 0.800000 0.090000 897.600000
AcadeMedia 8 -0.600000 400.400000 -0.800000 -0.200000 401.200000
Biotage 7 -0.150000 938.000000 -1.400000 -0.150000 939.400000
Hexatronic Group 12 -0.300000 961.680000 -2.880000 -0.300000 964.560000
Clas Ohlson B 12 -0.370000 967.200000 -3.600000 -0.370000 970.800000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
SKF B 5 -0.640000 932.000000 -6.000000 -0.640000 938.000000
EQT 4 -1.110000 820.400000 -9.200000 -1.110000 829.600000
Gränges 9 -1.070000 916.200000 -9.900000 -1.070000 926.100000
Byggmax Group 33 -1.110000 943.800000 -10.560000 -1.110000 954.360000
OX2 13 -1.370000 934.700000 -13.000000 -1.370000 947.700000
Addnode Group B 11 -1.740000 902.550000 -15.950000 -1.740000 918.500000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
Alimak Group 11 -2.260000 905.300000 -20.900000 -2.260000 926.200000
VEF 909 -2.160000 1812.550000 -32.720000 -1.770000 1845.270000
Latour B 4 -4.120000 820.000000 -35.200000 -4.120000 855.200000
Indutrade 5 -3.620000 1170.500000 -44.000000 -3.620000 1214.500000
Vitec Software Group B 2 -4.340000 1037.000000 -47.000000 -4.340000 1084.000000
Bufab 3 -4.390000 1057.800000 -48.600000 -4.390000 1106.400000
Hexagon B 26 -1.880000 3386.500000 -65.000000 -1.880000 3451.500000
INVISIO 16 -1.960000 3608.000000 -72.000000 -1.960000 3680.000000
BHG Group 97 -7.000000 1354.120000 -100.880000 -6.930000 1455.000000
TOTAL 42162.530000 -270.750000 -8.04697% 42433.280000

Updated:¶

'2023-07-03 14:37:21.771200'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶